-32.2%
INFY vs VMC
+18.8%
-51.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -5.4% | -3.8% | -1.6% | -4.8% |
| 30D | -9.9% | -9.7% | -0.2% | -8.4% |
| 3M | -4.6% | -9.6% | +5.1% | -3.0% |
| 6M | -18.5% | -4.8% | -13.6% | -17.9% |
| YTD | -36.5% | -10.9% | -25.7% | -36.0% |
| 1Y | -32.8% | -15.6% | -17.2% | -31.5% |
| 3Y | -32.2% | +19.3% | -51.5% | -36.8% |
| All | -32.2% | +18.8% | -51.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling